+330.3%
WM vs VSAT
-16.2%
+346.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.1% |
| 7D | +3.2% | +5.9% | -2.7% | +2.9% |
| 30D | +13.0% | +9.7% | +3.3% | +12.3% |
| 3M | +9.2% | -18.3% | +27.5% | +9.7% |
| 6M | +13.6% | -4.1% | +17.7% | +12.6% |
| YTD | +12.4% | +96.5% | -84.1% | +6.6% |
| 1Y | +21.2% | +89.3% | -68.1% | +15.0% |
| 3Y | +48.7% | +270.1% | -221.4% | +28.8% |
| 5Y | +61.9% | +26.4% | +35.5% | +52.4% |
| All | +330.3% | -16.2% | +346.5% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling